Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47796.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46401.96 Kr¶

PnL: ---------------------------------------> -486.61 Kr¶

DD now: ---------------------------------> -1.713 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:42:59.261246'

Anic Portfolio¶

Today¶

Return: 0.178 %¶

This Week¶

Return: 0.554 %¶

Total¶

Return: 56.475 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.540000 2768.500000 132.500000 5.030000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.060000 429.400000 74.400000 20.960000 355.000000
Corem Property Group B 59 -3.210000 641.330000 64.330000 11.150000 576.999999
SAAB B 8 0.990000 3428.000000 51.000000 1.510000 3377.000000
Boozt 12 -0.280000 1701.600000 47.600000 2.880000 1653.999996
HMS Networks 2 -1.060000 712.000000 39.000000 5.790000 673.000000
OEM International B 7 0.250000 557.200000 29.200000 5.530000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.330000 548.000000 21.000000 3.980000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 -0.220000 545.600000 13.600000 2.560000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Norva24 Group 16 1.530000 550.400000 7.400000 1.360000 543.000000
AcadeMedia 12 0.260000 562.080000 5.080000 0.910000 557.000004
Resurs Holding 22 0.040000 578.820000 4.820000 0.840000 573.999998
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Swedbank A 3 1.100000 565.200000 1.200000 0.210000 564.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Securitas B 6 -0.380000 567.240000 -2.760000 -0.480000 570.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Nordea Bank Abp 29 -0.100000 3445.780000 -8.220000 -0.240000 3453.999992
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.030000 554.000000 -40.570000 -6.820000 594.565215
Vivesto 1368 1.960000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.720000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.290000 3577.600000 -178.400000 -4.750000 3756.000001
Ovzon 52 4.070000 3057.600000 -304.400000 -9.050000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46401.960000 -486.610000 -1.713% 46888.564618

Updated:¶

'2023-01-18 11:43:11.854299'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶